Report NEP-RMG-2005-06-14

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Campbell, John Y & Viceira, Luis, 2005, "The Term Structure of the Risk-Return Tradeoff," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4914, Feb.
• Item repec:san:crieff:0107 is not listed on IDEAS anymore

• Item repec:san:crieff:0205 is not listed on IDEAS anymore

• Pavel Okunev, 2005, "A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model," Risk and Insurance, University Library of Munich, Germany, number 0506002, Jun.
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005, "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.25, May.
• Chambers, Christopher P., 2005, "Quantiles and medians," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 1222, Apr.
• Goetzmann, William & Massa, Massimo, 2004, "Dispersion of Opinion and Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4819, Dec.
• Massa, Massimo & Locarno, Alberto, 2005, "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4828, Jan.
• Eckbo, B Espen & Norli, Øyvind, 2005, "Liquidity Risk, Leverage and Long-Run IPO Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4832, Jan.
• Acharya, Viral & Almeida, Heitor & Campello, Murillo, 2005, "Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4886, Feb.
• Lettau, Martin & Wachter, Jessica, 2005, "Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4921, Feb.
• Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2005, "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4960, Mar.
• Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2005, "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5006, Apr.
• Sean D. Campbell, 2005, "A review of backtesting and backtesting procedures," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-21.
• Gilbert W. Bassett Jr Bassett & Roger Koenker & Gregory Kordas, 2004, "Pessimistic portfolio allocation and Choquet expected utility," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/04, Jun.
• Georges Dionne & Thouraya Triki, 2005, "Risk Management and Corporate Governance: the Importance of Independence and Financial Knowledge for the Board and the Audit Committee," Cahiers de recherche, CIRPEE, number 0515.
• Item repec:san:crieff:0206 is not listed on IDEAS anymore

Report NEP-RMG-2005-06-14

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report: